Pages that link to "Item:Q1413398"
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The following pages link to Indifference pricing of insurance contracts in a product space model: Applications (Q1413398):
Displaying 10 items.
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703) (← links)
- A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)
